If you want something on Android, check out https://github.com/vfsfitvnm/ViMusic. It uses YouTube Music as a back-end and can recommend stuff based on what you listen. It also supports offline playback. On desktop, you can use https://codeberg.org/Hyperpipe/Hyperpipe. It also uses YouTube Music as its back-end.
If you want ultimate privacy, then download your favorite songs and use VLC or self host them and stream it from there.